Numerical Methods for Finance
Taylor & Francis Inc, 2007
317,25 €On orderDelivery: 2-3 weeks
Explores relevant numerical methods for the solution of practical problems in finance. This book discusses the coherent risk measures theory and how it applies to practical risk management. It proposes a method for pricing high-dimensional American options.
- ISBN-13
- 9781584889250
- ISBN-10
- 158488925X
- Publisher
- Taylor & Francis Inc
- Year
- 2007
- Publication date
- 2007-09-21
- Pages
- 312
- Dimensions
- 234x156x
- Weight
- 582